+629.3%
ON vs CNI
+138.2%
+491.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.7% |
| 7D | +2.4% | -0.4% | +2.7% | +2.8% |
| 30D | -8.6% | -2.7% | -5.9% | -6.4% |
| 3M | -34.3% | +3.9% | -38.3% | -37.5% |
| 6M | +28.5% | +16.4% | +12.2% | +8.9% |
| YTD | +40.6% | +25.8% | +14.8% | +9.7% |
| 1Y | +55.3% | +32.4% | +22.9% | +14.7% |
| 3Y | -22.2% | +19.1% | -41.3% | -36.7% |
| 5Y | +62.4% | +13.6% | +48.8% | +39.1% |
| All | +629.3% | +138.2% | +491.1% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling